ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 122-220 122-190 -0-030 -0.1% 122-050
High 122-240 122-190 -0-050 -0.1% 123-020
Low 122-110 122-090 -0-020 -0.1% 122-020
Close 122-180 122-140 -0-040 -0.1% 122-180
Range 0-130 0-100 -0-030 -23.1% 1-000
ATR 0-137 0-134 -0-003 -1.9% 0-000
Volume 17,058 51,980 34,922 204.7% 32,038
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 123-120 123-070 122-195
R3 123-020 122-290 122-168
R2 122-240 122-240 122-158
R1 122-190 122-190 122-149 122-165
PP 122-140 122-140 122-140 122-128
S1 122-090 122-090 122-131 122-065
S2 122-040 122-040 122-122
S3 121-260 121-310 122-112
S4 121-160 121-210 122-085
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 125-180 125-020 123-036
R3 124-180 124-020 122-268
R2 123-180 123-180 122-239
R1 123-020 123-020 122-209 123-100
PP 122-180 122-180 122-180 122-220
S1 122-020 122-020 122-151 122-100
S2 121-180 121-180 122-121
S3 120-180 121-020 122-092
S4 119-180 120-020 122-004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-020 122-020 1-000 0.8% 0-124 0.3% 38% False False 16,379
10 123-020 121-030 1-310 1.6% 0-168 0.4% 68% False False 9,831
20 123-020 119-080 3-260 3.1% 0-122 0.3% 84% False False 5,304
40 123-020 117-270 5-070 4.3% 0-061 0.2% 88% False False 2,660
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-295
2.618 123-132
1.618 123-032
1.000 122-290
0.618 122-252
HIGH 122-190
0.618 122-152
0.500 122-140
0.382 122-128
LOW 122-090
0.618 122-028
1.000 121-310
1.618 121-248
2.618 121-148
4.250 120-305
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 122-140 122-215
PP 122-140 122-190
S1 122-140 122-165

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These figures are updated between 7pm and 10pm EST after a trading day.

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